Poprzedni Dzień – Box 5M + gruba środkowa liniaThe script draws a box which has bottom at the low of the previous trading day and high at the top of the previous trading day.
Bantlar ve Kanallar
Advanced VWAP (Webull-style + Bands + Anchor)//@version=6
//© 2025 YourNameHere (optional)
//This script plots an advanced VWAP with optional bands and anchoring
/*
────────────────────────────────────────────────────────────
🔹 Advanced VWAP (Webull-style + Bands + Anchor)
────────────────────────────────────────────────────────────
This indicator replicates Webull-style VWAP behavior by:
• Calculating VWAP during only regular trading hours (9:30 AM – 4:00 PM ET)
• Optionally including pre-market and post-market sessions
• Supporting VWAP bands at ±1σ and ±2σ for volatility analysis
• Optional anchor feature to start VWAP from a custom price level
────────────────────────────────────────────────────────────
📌 Features:
────────────────────────────────────────────────────────────
✅ VWAP calculated using (High + Low + Close) / 3
✅ Optional inclusion of extended hours
✅ Toggleable ±1σ and ±2σ bands (standard deviation)
✅ Anchor VWAP to any price breakout (e.g., yesterday's high)
────────────────────────────────────────────────────────────
🛠 How to Use:
────────────────────────────────────────────────────────────
1. Toggle "Include Extended Hours" to match your broker (like Webull).
2. Use anchor mode to begin VWAP when price crosses a key level.
3. Use bands to identify overbought/oversold zones.
4. Combine with price action for momentum/bounce trades.
────────────────────────────────────────────────────────────
🔔 Tips:
────────────────────────────────────────────────────────────
• Use this VWAP on 1m–15m charts for intraday momentum.
• Set anchor to a specific price like previous day open/high/low.
• Bands are useful for scalping and mean-reversion entries.
────────────────────────────────────────────────────────────
📧 Created by: Adebola| © 2025
────────────────────────────────────────────────────────────
*/
Rainbow Price Chart This indicator is a technical and on-chain analysis tool for Bitcoin, designed to help investors better understand the different phases of the market cycle and underlying sentiment. It directly overlays on the price chart (overlay=true).
Indicator Name: "Rainbow Price Chart & V/T Ratio Signals"
General Purpose:
It combines two popular methodologies for visualizing Bitcoin's value and sentiment: the classic "Rainbow Price Chart" and signals derived from the "Value per Transaction Ratio" (V/T Ratio) based on blockchain data. It is ideal for long-term investors looking for strategic entry/exit points.
Main Components:
Rainbow Price Chart:
Concept: Divides Bitcoin's price range into different market "sentiment zones" (e.g., "Bubble Zone," "FOMO Zone," "HODL Zone," "Accumulation Zone," "Buy Zone," "Fire Sale Zone") using colored bands. These bands are calculated as ascending and descending multiples of a base Exponential Moving Average (EMA), configurable by default to 200 periods.
Visualization: The zones are represented with transparent color fills on the price chart. A detailed legend in the top right corner of the chart explains the meaning of each color and sentiment zone.
Important Note: This type of chart is designed to be viewed and analyzed correctly on a logarithmic price scale. The indicator includes a visual reminder to activate this scale.
Value per Transaction (V/T) Ratio Signals:
Concept: Measures the average value per transaction on the Bitcoin blockchain by dividing the total transacted volume in USD by the number of transactions. This ratio is smoothed with an Exponential Moving Average (by default, 7 periods) and is framed within a dynamic Linear Regression Channel (LRC) based on standard deviation.
Signal Generation: Based on the position of the smoothed V/T Ratio within this LRC channel, the indicator generates signals directly on the price chart, such as:
"BOTTOM": Low price, V/T Ratio in the lower band of the LRC.
"SEMI-LOW" / "SEMI-HIGH": Intermediate phases within the channel.
"ATH" (All-Time High): Potentially overvalued price, V/T Ratio in the upper band of the LRC.
On-Chain Data: The indicator requests external daily on-chain data for total transacted volume (TVTVR) and number of transactions (NTRAN) from the Bitcoin blockchain.
Diagnostic Panes: Includes plots of the raw on-chain data (volume and number of transactions) in a separate pane, which are useful for debugging or verifying the data source. The lines for the V/T Ratio itself and its LRC channel are not plotted by default but can be activated in the code for deeper analysis.
Ideal for:
Bitcoin investors and "hodlers" who desire a visual tool that combines price-based market cycle context with fundamental signals derived from on-chain activity, to help identify key moments for accumulation or potential distribution.
Considerations:
Relies on the availability of external on-chain data (QUANDL:BCHAIN) within TradingView.
Functions best on a daily timeframe.
FeraTrading Compression Flow v1🧠 Overview:
The FeraTrading Compression Flow v1 identifies moments in the market where volatility contracts and directional momentum builds beneath the surface. It detects when price compresses into a tight range, then confirms when momentum, volatility, and trend alignment combine to signal a high-probability breakout. Once all conditions are met, the indicator activates a persistent directional bias, shown visually with colored dynamic bands.
This isn’t just another squeeze or Bollinger-style compression indicator—it adds multi-layered confirmation logic and unique bias persistence mechanics, helping traders stay aligned with trend-based breakout phases rather than just spotting volatility drops.
⚙️ How It Works:
🔹 Volatility Compression Detection:
Uses a relative ATR filter to detect when the market is in contraction.
Compares short-term range behavior to a longer-term average using a customizable multiplier.
Avoids standard band-width logic (like BB/KC), instead relying on raw candle volatility for more adaptive compression detection.
🔹 Breakout Confirmation Logic:
A breakout is confirmed only when all of the following align:
Strong Candle Body: Filters out indecision bars and ensures clear directional intent.
EMA Trend Structure: Fast EMA must be properly aligned with the slow EMA, and price must close beyond the fast EMA in the breakout direction.
Range Burst: Breakout candle must exceed historical range norms, confirming an actual volatility expansion—not a false breakout.
Each layer is required—no single condition is enough—creating a highly selective confirmation system that filters out noise.
🔹 Bias Persistence Mechanism:
Once a valid breakout is confirmed, the script activates a persistent directional bias (bullish or bearish).
The bias does not flip unless an opposing breakout confirms.
This eliminates premature resets and allows traders to hold trend alignment visually until true reversal conditions are met.
🎨 Visual Behavior:
📈 Band Calculations:
Bands are drawn using smoothed highs and lows, plus or minus a scaled ATR-based buffer.
They adjust dynamically to both price scale and volatility, expanding and contracting naturally with the market.
🎨 Band Coloring:
Green bands = Bullish breakout confirmed
Red bands = Bearish breakout confirmed
No color = Compression detected, but no directional breakout yet
These are not support/resistance levels. They are momentum flow visualizations, providing a clean, unobtrusive way to track trend phases post-compression.
💡 What Makes It Unique:
Multi-confirmation logic: Combines compression, candle strength, trend direction, and volatility surge into one system.
Bias memory: Maintains directional bias until structurally invalidated—not just until the next indecisive bar.
Volatility-scaled bands: Makes this system flexible across all assets and timeframes, without constant tweaking.
No lagging oscillators: Instead of using MACD/RSI, it reads real-time momentum through body-to-range relationships and EMA stacking.
Minimal input, maximum output: With only two adjustable inputs, the script remains simple to deploy while offering deep contextual information.
✅ How to Use It:
Add the indicator to any chart (15m and lower preferred).
Watch for band color changes:
Green = Bullish breakout phase
Red = Bearish breakout phase
Use band direction as a trend alignment filter.
Avoid trading against active bias unless part of a confirmed reversal setup.
Adjust the Input Multiplier to fine-tune compression strictness (lower = stricter, higher = more permissive).
This indicator is especially useful following periods of consolidation and works well when layered with structure, supply/demand zones, or volume overlays.
💎 Why It’s Worth Paying For
The FeraTrading Compression Flow v1 offers a uniquely structured approach to breakout detection. While most compression indicators only highlight low-volatility zones, this script confirms breakouts through confluence, activates persistent bias, and provides a visual flow overlay that dynamically adjusts to the market.
Key distinctions include:
A custom ATR-based compression filter that adapts to any asset
Breakout confirmation from price structure, EMAs, and body dominance
A bias persistence engine that filters out false flips and maintains trend visibility
Dynamic bands that scale based on both price and volatility—not just moving averages
This combination cannot be replicated with built-in indicators or open-source scripts. It reflects real trade experience, structural logic, and volatility awareness built into a visual format designed to reduce overtrading and improve signal trust.
✅ Compliance & Originality
This script was built entirely in-house using original logic. Every calculation—from compression detection to bias activation—is proprietary and coded from scratch. No open-source libraries or reused components are present. Band rendering, bias conditions, and signal architecture were designed specifically for this model. EMA's and ATR were used in filter logic, yet they are only 2 of many filters used, all of the others being fully custom built.
The script uses no external data sources and is built entirely on native Pine Script logic.
⚠️ Risk Disclaimer & Access Policy
This tool is a visual momentum and structure tracking overlay. It does not predict future price movement and should not be used in isolation to make trading decisions. Always apply proper risk management, position sizing, and market awareness.
Past performance does not guarantee future results.
🔒 Why This Script Is Invite-Only and Closed-Source
The compression detection logic, multi-step breakout confirmation, and persistent bias engine represent proprietary intellectual property developed for high-clarity directional tracking.
Releasing this logic would expose the core detection methods to copycats and diminish its edge. Access is restricted to protect:
The custom compression logic
The confluence-based breakout filters
The bias state engine and dynamic band visualizations
Closed-source protection ensures this tool retains its uniqueness and value for serious traders.
Grid Bot v6 StrategyGrid Bot v6 Strategy
Adaptive parabolic grid that turns market structure into a step-by-step trading plan
Idea of strategy and source code of base indicator provided by my subscriber @Sergio_Nov
1. Core concept
Grid Bot v6 draws a dynamic parabola from a user-defined time/price anchor and builds a 10-level grid around it (five lines above, five below).
Each level is colour-coded:
Green – preferred buy area
Red – preferred sell area
Yellow – overlap of buy-and-sell zones (balance)
Grey – neutral zone
Orders are fired when price touches or reverses from a grid line and the signal is confirmed by current market sentiment. If sentiment contradicts the signal, the order is tagged secondary and uses a reduced lot size.
2. How the logic works
Parabola – the function f_parabola computes the curve from Accel, Curve and Sensitivity. Zero values give a flat horizontal grid; non-zero values create an accelerating or decelerating trendline.
Grid spacing – controlled by Intervals (percentage of price). Lines are recalculated every bar, so the grid “breathes” with the market.
Triggers – choose which part of the candle must reach the level (Wick, Close, Midpoint, SWMA).
Confirmation – decide whether a simple touch is enough or a full reversal is required (Touch vs Reverse).
Sentiment filter – by default the slope of the parabola (up = long bias, down = short bias). You can override it to Long, Short or Neutral.
Order types – four independent sizes: Main Buy, Secondary Buy, Main Sell, Secondary Sell. Pyramiding up to 100 entries is allowed.
Visuals – the script plots actual and projected grid lines (100 bars ahead), the SWMA trigger and the parabola itself. Trade symbols: ▲ ▼ △ ▽.
3. User inputs
Strategy Settings
Main Buy Lot / Secondary Buy Lot
Main Sell Lot / Secondary Sell Lot
Grid Settings
Accel – tilt of the curve (positive for uptrend, negative for downtrend)
Curve – concavity; higher absolute value = stronger bend
Intervals – distance between grid lines (in %)
Sensitivity – how fast the parabola adapts; higher = more reactive
Buy Zones / Sell Zones – number of active lines below/above the curve
Trigger – Wick, Close, Midpoint, SWMA
Confirm – Touch or Reverse
Sentiment – Slope, Long, Short, Neutral
Show Signals / Show Selector – toggle on-chart markers and SWMA line
Chart Settings – individual colours for active grid, projection, parabola and SWMA.
Time/Price Anchor
B_Time – starting bar (e.g. a recent swing high/low)
B_Price – price at that bar
Tip: drop the anchor on a clear pivot, then tune Accel and Curve so the parabola hugs the trend.
4. Quick-start guide
Open your favourite symbol and timeframe (works best on volatile markets from 5-minute to 4-hour).
Set B_Time / B_Price to the last significant extreme.
Adjust Accel and Curve:
Uptrend – positive Accel, negative Curve for a concave support.
Range – both zero for a flat ladder.
Choose Intervals: smaller values = more frequent trades.
Limit Buy Zones and Sell Zones if you prefer a tighter grid.
Run a back-test, check P/L, max drawdown and trade count.
Fine-tune: lower Sensitivity if the curve outruns price; switch Trigger to SWMA to filter noise.
5. Pros and cons
Strengths
Adaptive levels that keep up with trend acceleration.
Clear colour coding plus forward projection for better context.
Sentiment filter reduces counter-trend exposures.
Weaknesses
Many parameters – each asset/timeframe needs its own calibration.
In narrow ranges frequent fills can accumulate fees.
pyramiding = 100 grows exposure quickly; monitor margin closely.
6. Risk disclaimer
This script is for educational and research purposes only. Historical performance does not guarantee future results. Before going live:
Forward-test bar-by-bar;
Check that your broker supports similar order handling;
Apply sound position sizing and, where appropriate, stop-losses or hedging.
Supertrend AT v1.0📌 Supertrend AT v1.0 — Strategy Overview
Overview
Supertrend AT v1.0 is a fully automated trading strategy based on the Supertrend indicator.
It identifies trend reversals and places long or short entries accordingly, with built-in position sizing, stop-loss/take-profit management, and commission-aware calculations.
🚀 Key Features
✅ Entry Signals Based on Trend Reversals
Long entry when Supertrend changes from downtrend to uptrend
Short entry when Supertrend changes from uptrend to downtrend
✅ Risk-Based Position Sizing
Calculates position size so that a stop-loss only risks a fixed percentage (RPT) of total capital
✅ Reward/Risk Ratio-Based Target Price Calculation
Take-profit price is computed not by price difference, but by actual loss and desired reward-to-risk (RR) ratio
✅ Fully Commission-Aware
Commission is factored into entry, stop-loss, and take-profit price calculations
Ensure commission settings match in both the input panel and the strategy properties tab
✅ Dual Language Support
Switch between English and Korean interface
✅ Visual Trade Levels & Info Display
Entry, stop, and target prices plotted on the chart
Real-time open PnL and equity shown in an on-screen table
⚙️ How to Use
Apply Strategy to Chart
Load the strategy and configure the following parameters in both the Input tab and the Properties tab:
Commission rate (e.g., 0.05%)
Market decimal precision (e.g., 4 for 0.0001)
Adjust Entry Parameters
RPT: Risk per trade as a percentage of your total equity (e.g., 2%)
RR: Reward-to-risk ratio (e.g., 3 = target profit is 3× the potential loss)
Choose whether to allow Long or Short trades
For Auto-Trading Integration
Make sure the minimum order size is valid for your exchange
If the calculated quantity is below the exchange's minimum unit, it may result in errors
⚠️ Important Notes
❗ Non-Repainting — Supertrend is based on confirmed candles and does not repaint
❗ Backtest-Only — The strategy is for signal generation only and does not execute real trades without external automation
❗ Margin-Based Calculations — Default settings assume margin trading; adjust accordingly
📄 License & Disclaimer
This strategy is licensed under the Mozilla Public License 2.0.
This script is not financial advice. Use at your own risk.
Always test thoroughly with backtesting and paper trading before using in live markets.
IFVG MultiTF después de hh:10 dentro de FVG15esta diseñado para ayudar a mi familia a que seamos mejores con esta estrategia.
SOFIA - Kısa Vade Saldırı GöstergesiOf course babe! 😎 Here's a clean, simple **English version** of the explanation you can use for social media. Short, punchy, and sounds smart without being boring. Ready? 💥
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## 🔥 **SOFIA – Short-Term Attack Indicator (USDT Dominance Edition)**
This custom TradingView indicator helps you **spot market reversals** and **short-term trends** in USDT Dominance. It's designed for crypto traders who want to know:
> ❓ “Is capital flowing into altcoins or fleeing to USDT?”
---
### 🧩 **What’s Inside?**
1. ### 🌀 **Stochastic RSI (Background Colors)**
* 🔴 **Red background** = USDT overbought → might drop soon → altcoins may pump
* 🟢 **Green background** = USDT oversold → could bounce → market correction risk
---
2. ### 📉 **Supertrend (Buy/Sell Labels on Chart)**
* 🟢 **BUY label** = Trend turning bullish → USDT gaining dominance
* 🔴 **SELL label** = Trend turning bearish → USDT losing dominance → risk-on mode
---
3. ### ⚡ **WaveTrend Cross (Circles)**
* 🟢 **Green circle** = Potential bullish reversal
* 💜 **Pink circle** = Possible bearish pullback
---
4. ### 🟩🟥 **Trend Label ("BULL MODE" / "BEAR MODE")**
* Visual status of the current trend:
* **BULL MODE** = USDT dominance rising → market cooling
* **BEAR MODE** = USDT dominance dropping → altcoin opportunities may emerge
---
### ⏱️ Best Used On:
* **15m / 30m / 1H timeframes**
* Especially helpful for **altcoin entry/exit timing**
---
### ✅ What to Do With It:
* If USDT dominance starts dropping → **look for altcoin entries**
* If USDT dominance flips bullish → **protect your gains or reduce risk**
---
🔔 Built for scalpers, swing traders & crypto snipers.
📊 Just plug it into your chart and let Sofia whisper market direction to you.
---
**Want the code or setup tutorial?**
DM me or drop a 💚 and I’ll share it 👇
\#CryptoTrading #USDTDominance #TradingView #AltcoinSeason #CryptoTools #SofiaIndicators
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Let me know if you'd like a **carousel format (multi-slide)** version for Instagram/LinkedIn or an **infographic style** breakdown — I can generate that too!
The SW Volume IndicatorWhitwell testing purposes to test some things. Uses metrics to make changes on chart.
Rolling VWAP LevelsRolling VWAP Levels Indicator
Overview
Dynamic horizontal lines showing rolling Volume Weighted Average Price (VWAP) levels for multiple timeframes (7D, 30D, 90D, 365D) that update in real-time as new bars form.
Who This Is For
Day traders using VWAP as support/resistance
Swing traders analyzing multi-timeframe price structure
Scalpers looking for mean reversion entries
Options traders needing volatility bands for strike selection
Institutional traders tracking volume-weighted fair value
Risk managers requiring dynamic stop levels
How To Trade With It
Mean Reversion Strategies:
Buy when price is below VWAP and showing bullish divergence
Sell when price is above VWAP and showing bearish signals
Use multiple timeframes - enter on shorter, confirm on longer
Target opposite VWAP level for profit taking
Breakout Trading:
Watch for price breaking above/below key VWAP levels with volume
Use 7D VWAP for intraday breakouts
Use 30D/90D VWAP for swing trade breakouts
Confirm breakout with move beyond first standard deviation band
Support/Resistance Trading:
VWAP levels act as dynamic support in uptrends
VWAP levels act as dynamic resistance in downtrends
Multiple timeframe VWAP confluence creates stronger levels
Use standard deviation bands as additional S/R zones
Risk Management:
Place stops beyond next VWAP level
Use standard deviation bands for position sizing
Exit partial positions at VWAP levels
Monitor distance table for overextended moves
Key Features
Real-time Updates: Lines move and extend as new bars form
Individual Styling: Custom colors, widths, styles for each timeframe
Standard Deviation Bands: Optional volatility bands with custom multipliers
Smart Labels: Positioned above, below, or diagonally relative to lines
Distance Table: Shows percentage distance from each VWAP level
Alert System: Get notified when price crosses VWAP levels
Memory Efficient: Automatically cleans up old drawing objects
Settings Explained
Display Group: Show/hide labels, font size, line transparency, positioning
Individual VWAP Groups: Color, line width (1-5), line style for each timeframe
Standard Deviation Bands: Enable bands with custom multipliers (0.5, 1.0, 1.5, 2.0, etc.)
Labels Group: Position (8 options including diagonal), custom text, price display
Additional Info: Distance table, alert conditions
Technical Implementation
Uses rolling arrays to maintain sliding windows of price*volume data. The core calculation function processes both VWAP and standard deviation efficiently. Lines are created dynamically and updated every bar. Memory management prevents object accumulation through automatic cleanup.
Best Practices
Start with 7D and 30D VWAP for most strategies
Add 90D/365D for longer-term context
Use standard deviation bands when volatility matters
Position labels to avoid chart clutter
Enable distance table during high volatility periods
Set alerts for key VWAP level breaks
Market Applications
Forex: Major pairs during London/NY sessions
Stocks: Large cap names with good volume
Crypto: Bitcoin, Ethereum, major altcoins
Futures: ES, NQ, CL, GC with continuous volume
Options: Use SD bands for strike selection and volatility assessment
Opening Range Breakout (15 mins Range)Take the guesswork out of your trading with the Opening Range Breakout Pro script. This tool automatically marks the high and low of the first 15 minutes of the NYSE session, then highlights the first candle to break out above or below this range—removing ambiguity from your trade entries.
The opening range is one of the most powerful concepts in day trading. By identifying the price range set during the market’s first minutes, you gain a clear framework for your trades. When price breaks out above the range, it often signals a strong bullish move; a break below signals bearish momentum. This script visually marks these moments, so you can react quickly and confidently.
Why use Opening Range Breakout Pro?
• Defined Entry and Exit Points: The script gives you clear, objective breakout levels—no more guessing when to enter a trade.
• Removes Emotional Trading: With visual cues for breakouts, you can follow a systematic approach and avoid hesitation or FOMO.
• Backtested, Time-Tested Strategy: The opening range breakout has been used by professional traders for decades to capture early trends and maximize profit potential.
• High Reward Potential: By capitalizing on the volatility and momentum of the opening session, traders often catch the best moves of the day.
• Easy to Use: Just add to your chart—no configuration needed. The script works on any NYSE stock, on a 5-minute chart.
How it works:
• Draws the opening 15-minute high and low as orange lines.
• Labels the range prices for quick reference.
• Marks the first candle to close above the range with an orange ▲, and the first to close below with an orange ▼.
Take control of your trading day, remove uncertainty, and trade with confidence—just like the pros.
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TZADIKAOTTZA1.2 - Triple Convergence🚀 *TZADIK – Triple Convergence*
The ultimate convergence indicator that brings clarity through the power of consensus.
*What’s Inside?*
A smart fusion of *3 powerful momentum-based indicators*:
* *SMI (Stochastic Momentum Index)*
* *Stochastic RSI*
* *CCI Stochastic*
📊 Each one generates its own buy/sell signal — and TZADIKAOT combines them into a clear, unified consensus:
* ✅ *3/3 BUY / SELL* – Strong entry signals
* ⚠ *2/3 BUY / SELL* – Moderate signals worth watching
* ⚪ *Neutral* – No consensus yet
🎯 *Features*:
✔ Dynamic score histogram
✔ Color-coded background zones
✔ Visual arrows + status labels
✔ Real-time signal table
✔ Built-in alerts for full consensus
*Who is it for?*
Traders who want structured, data-driven signals instead of noise — and a single, trustworthy indicator to guide their decisions.
💡 Designed for clarity, precision, and ease of use on *any timeframe*. No more guesswork. Just signals that matter.
First 15-Min Candle High/Low with Breakout AlertsDescription (for Publishing on TradingView):
This Pine Script automatically plots the high and low of the first 15-minute candle of each trading day.
✅ Features:
🟢 Green horizontal line for High
🔴 Red horizontal line for Low
Automatically resets each day
Designed for Indian markets (IST), with market open at 09:15 AM
💡 These levels are commonly used by intraday traders as breakout zones, support/resistance, or reference points for scalping and price action strategies.
📊 Best Used On:
1-min, 5-min, or 15-min timeframes
Instruments like Bank Nifty, Nifty, major NSE stocks, and global markets with adjustable timing
📌 For custom time zones, adjust the session timestamps.
First 15-min Candle High/LowFirst 15-Min Candle High/Low – Intraday Range Indicator
This script plots the High and Low of the first 15-minute candle of the trading day using:
🟢 Green horizontal line for the first 15-min High
🔴 Red horizontal line for the first 15-min Low
These levels are commonly used by intraday traders as:
Breakout zones
Support/resistance levels
Entry/exit reference points
The script is designed to reset daily and is especially helpful for index and equity traders operating during market open volatility.
⏰ Optimized for markets operating in IST (Indian Standard Time), such as NSE/BSE, starting at 09:15 AM.
🛠️ How to Use:
Apply on 15-minute or lower timeframes
Ideal for breakout strategies, opening range setups, or volatility scalping
布林带收缩起爆点 - 副图根据布林格的思想，画的指标，supernblength = input.int(20, "布林带周期", minval=1)
mult = input.float(2.0, "标准差倍数", step=0.1, minval=0.5, maxval=5)
src = input(close, "价格源")
// 计算布林带
basis = ta.sma(src, length)
dev = mult * ta.stdev(src, length)
upper = basis + dev
lower = basis - dev
// 计算布林带宽度 (百分比)
bandWidth = (upper - lower) / basis * 100
// 动态阈值计算
lookback = input.int(50, "收缩检测周期", minval=10)
squeezeThreshold = ta.lowest(bandWidth, lookback) * 1.2
isSqueeze = bandWidth < squeezeThreshold
// 动量确认
rsiLength = input.int(14, "RSI周期")
rsiValue = ta.rsi(src, rsiLength)
volAvg = ta.sma(volume, 20)
volSpike = volume > volAvg * 1.8
// 起爆点条件
breakoutCondition =
isSqueeze and
not isSqueeze and
rsiValue > 50 and
volSpike and
close > close
Volatility-Adjusted Momentum Score (VAMS) [QuantAlgo]🟢 Overview
The Volatility-Adjusted Momentum Score (VAMS) measures price momentum relative to current volatility conditions, creating a normalized indicator that identifies significant directional moves while filtering out market noise. It divides annualized momentum by annualized volatility to produce scores that remain comparable across different market environments and asset classes.
The indicator displays a smoothed VAMS Z-Score line with adaptive standard deviation bands and an information table showing real-time metrics. This dual-purpose design enables traders and investors to identify strong trend continuation signals when momentum persistently exceeds normal levels, while also spotting potential mean reversion opportunities when readings reach statistical extremes.
🟢 How It Works
The indicator calculates annualized momentum using a simple moving average of logarithmic returns over a specified period, then measures annualized volatility through the standard deviation of those same returns over a longer timeframe. The raw VAMS score divides momentum by volatility, creating a risk-adjusted measure where high volatility reduces scores and low volatility amplifies them.
This raw VAMS value undergoes Z-Score normalization using rolling statistical parameters, converting absolute readings into standardized deviations that show how current conditions compare to recent history. The normalized Z-Score receives exponential moving average smoothing to create the final VAMS line, reducing false signals while preserving sensitivity to meaningful momentum changes.
The visualization includes dynamically calculated standard deviation bands that adjust to recent VAMS behavior, creating statistical reference zones. The information table provides real-time numerical values for VAMS Z-Score, underlying momentum percentages, and current volatility readings with trend indicators.
🟢 How to Use
1. VAMS Z-Score Bands and Signal Interpretation
Above Mean Line: Momentum exceeds historical averages adjusted for volatility, indicating bullish conditions suitable for trend following
Below Mean Line: Momentum falls below statistical norms, suggesting bearish conditions or downward pressure
Mean Line Crossovers: Primary transition signals between bullish and bearish momentum regimes
1 Standard Deviation Breaks: Strong momentum conditions indicating statistically significant directional moves worth following
2 Standard Deviation Extremes: Rare momentum readings that often signal either powerful breakouts or exhaustion points
2. Information Table and Market Context
Z-Score Values: Current VAMS reading displayed in standard deviations (σ), showing how far momentum deviates from its statistical norm
Momentum Percentage: Underlying annualized momentum displayed as percentage return, quantifying the directional strength
Volatility Context: Current annualized volatility levels help interpret whether VAMS readings occur in high or low volatility environments
Trend Indicators: Directional arrows and change values provide immediate feedback on momentum shifts and market transitions
3. Strategy Applications and Alert System
Trend Following: Use sustained readings beyond the mean line and 1σ band penetrations for directional trades, especially when VAMS maintains position in upper or lower statistical zones
Mean Reversion: Focus on 2σ extreme readings for contrarian opportunities, particularly effective in sideways markets where momentum tends to revert to statistical norms
Alert Notifications: Built-in alerts for mean crossovers (regime changes), 1σ breaks (strong signals), and 2σ touches (extreme conditions) help monitor multiple instruments for both continuation and reversal setups
Risk Metric 1D/1W (Magistr)The “RISK METRIC 1D/1W” indicator is designed to assess the risk of trading strategies or assets on daily (1D) and weekly (1W) timeframes. It helps to understand potential risk levels. Our indicator takes into account volatility, drawdowns, probability of large losses or profitable opportunities, which allows you to make more informed decisions on entering or exiting a position.
The indicator can show, for example:
- the probability of heavy drawdowns,
- the strength of market movements,
- risk levels compared to historical data,
- potential range of possible losses or profits in a given time frame.
Breakout Strategy with Dynamic SL LabelDescription:
This script identifies breakout trading opportunities using adaptive support and resistance levels, adjusted dynamically based on market volatility. A trade signal is generated only when a breakout candle is followed by a confirming close in the same direction. The signal is displayed on the chart as a labeled marker that includes a suggested stop-loss level based on the highest high or lowest low of the past 10 bars, ensuring structure-aware risk management.
🧩 How it Works:
Adaptive S/R Zones: Based on volatility-normalized swing highs/lows using ATR. These zones automatically adjust to changing market conditions.
Confirmation Logic: Trade signals only appear after the second candle confirms the breakout, helping reduce false signals.
Single Signal Rule: Only one buy or sell label is printed per breakout level, avoiding repeated triggers.
Embedded Stop Loss in Label: SL value is calculated from the 10-bar high (for shorts) or low (for longs) and included in the signal label.
⚙️ User Inputs Explained:
Base Swing Strength: Controls the pivot sensitivity; higher values detect stronger reversal points.
Line Duration: Number of bars that horizontal S/R levels remain visible.
ATR Period: Length used to calculate volatility for adaptive S/R logic.
Volatility Sensitivity: Adjusts how responsive the S/R zone strength is to volatility. Higher = more responsive.
Stop-Loss Lookback (Bars): Defines the number of candles to reference when calculating SL from high/low structure.
Max Lines Stored: Controls chart clutter by limiting how many S/R zones are kept active.
🟩 Ideal for:
Breakout traders who value clean structure, confirmation, and built-in risk logic.
Scalpers and swing traders looking for adaptive, low-latency signals without repainting.
Chartists who want minimal indicators but maximum signal clarity.
